Model any options strategy

Twelve of the structures traders actually use, each with its payoff explained in plain English: what it is, when it earns, where it breaks even, and which Greeks decide the outcome. Every page ends where the work does — building the legs and reading the curve.

DeltaForm is a strategy builder and P/L modeler. You add legs one at a time — calls, puts, shares, long or short — and the payoff curve, the breakevens and the Greeks update as you go. Change the date or the implied volatility and watch the curve respond.

Nothing here is a recommendation, and DeltaForm does not connect to a brokerage or place trades. Every number on these pages is a model output based on the assumptions stated alongside it. Pick a strategy below to see how its P/L is built.

Beginner

One decision, two legs at most. Start here.

Covered Call

Own 100 shares, sell a call against them. Income now, a cap on the upside.

Credit · stock + 1 leg
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A covered call has two parts. You hold 100 shares of a stock, and you sell one call option against them. The call is covered because those shares can be delivered if the buyer exercises.

Credit · stock + 1 leg Read the full page →

Bull Call Spread

Buy a call, sell a higher one. A cheaper bullish bet with a fixed ceiling.

Debit · 2 legs
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A bull call spread is two legs in one expiration. You buy a call at a lower strike and sell a call at a higher strike. The trade costs a net debit.

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Bear Put Spread

Buy a put, sell a lower one. A defined-risk way to be short a move down.

Debit · 2 legs
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A bear put spread is the mirror of a bull call spread. You buy a put at a higher strike and sell a put at a lower strike in the same expiration, for a net debit.

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Straddle

A call and a put at the same strike. You are betting on size, not direction.

Debit · 2 legs
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A long straddle is a call and a put at the same strike, usually the one nearest the current price, in the same expiration. You pay for both.

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Intermediate

Defined risk, a credit or a debit, and a range you have to pick.

Bull Put Spread

Sell a put, buy a lower one. You are paid to say the stock stays above a level.

Credit · 2 legs
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A bull put spread, also called a short put vertical, collects a credit. You sell a put at a higher strike and buy a put at a lower strike for protection.

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Bear Call Spread

Sell a call, buy a higher one. You are paid to say the stock stays below a level.

Credit · 2 legs
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A bear call spread, or short call vertical, is a credit trade. You sell a call above the current price and buy a further call to cap the risk.

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Strangle

An out-of-the-money call and put. Cheaper than a straddle, needs a bigger move.

Debit · 2 legs
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A long strangle is a call above the current price and a put below it, both in the same expiration. Both start out of the money, so both cost less than the at-the-money options in a straddle.

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Calendar Spread

Same strike, two expirations. You are selling time and buying more of it.

Debit · 2 expirations
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A calendar spread, also called a time spread or horizontal spread, uses one strike and two expirations. You sell the near-term option and buy the longer-term one, for a net debit.

Debit · 2 expirations Read the full page →

Advanced

Four legs, two expirations, or both. More moving parts to model.

Iron Condor

Two credit spreads, one on each side. Paid to say the stock stays in a range.

Credit · 4 legs
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An iron condor is four legs in one expiration: a short put with a long put below it, and a short call with a long call above it. The two short strikes define the range you are being paid for.

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Iron Butterfly

A short straddle with wings. Big credit, narrow range, defined risk.

Credit · 4 legs
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An iron butterfly is a short straddle with protection. You sell a call and a put at the same middle strike, then buy a further put below and a further call above.

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Long Butterfly

Buy one, sell two, buy one. A cheap bet on the stock pinning a price.

Debit · 3 strikes
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A long butterfly uses three strikes in one expiration, all calls or all puts, in a 1-2-1 ratio. You buy the outer two and sell two at the middle.

Debit · 3 strikes Read the full page →

Diagonal Spread

Different strikes and different expirations. A calendar with a directional tilt.

Debit · 2 expirations
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A diagonal spread changes both the strike and the expiration. You buy a longer-dated option and sell a nearer-dated one at a different strike, usually for a net debit.

Debit · 2 expirations Read the full page →

Build your first strategy

Add the legs, read the curve, and step the date forward. Start free on every symbol.